Posts

Trace Estimation for Implicit Matrices

A Hutchinson’s and Hutch++ Survey

Implicit matrix trace estimation using only matrix-vector products is a problem that commonly arises in many areas of scientific computing and machine learning. This work explores randomized algorithms including Hutchinson’s and Hutch++.

Dimensionality Reduction with the Johnson-Lindenstrauss Lemma

A randomized approach to preserving distances in high-dimensional data

Randomized algorithms provide an alternative approach to improving computational efficiency in high-dimensional data processing where full accuracy can be traded for speed.

Score Matching for Density Estimation

Estimation of the probability density function using score matching

Score matching is a method for indirectly estimating the probability density function of a distribution. In this post, I will explain the score matching method as well as some of its limitations.

Welcome

A first post using Quarto

Find out more about the tools I’m using to create this blog.